+1,089.6%
MU vs TSLL
-58.7%
+1,148.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +8.6% | -3.5% | +3.5% |
| 7D | -22.0% | -21.2% | -0.8% | -18.3% |
| 30D | -36.6% | -13.3% | -23.3% | -34.7% |
| 3M | -21.7% | +15.4% | -37.1% | -24.4% |
| 6M | +3.5% | -34.2% | +37.8% | +9.5% |
| YTD | +141.9% | -52.9% | +194.8% | +167.0% |
| 1Y | +189.8% | -54.3% | +244.2% | +219.5% |
| 3Y | +855.4% | -18.4% | +873.7% | +727.4% |
| All | +1,089.6% | -58.7% | +1,148.3% | +1,009.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TSLL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling